Pages that link to "Item:Q1138469"

The following pages link to Martingales and arbitrage in multiperiod securities markets (Q1138469):

Displaying 50 items.

• The existence of dominating local martingale measures (Q889615) (← links)
• How non-arbitrage, viability and numéraire portfolio are related (Q889619) (← links)
• A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing (Q889620) (← links)
• Put-call parity and market frictions (Q894049) (← links)
• Long memory affine term structure models (Q898585) (← links)
• A characterization theorem for unique risk neutral probability measures (Q899862) (← links)
• Beliefs and arbitrage pricing (Q899984) (← links)
• An introduction to general equilibrium with incomplete asset markets (Q909560) (← links)
• Pathwise stochastic integration and applications to the theory of continuous trading (Q912481) (← links)
• Valuation of derivative securities involving several assets using discrete time methods (Q919967) (← links)
• Terminal perturbation method for the backward approach to continuous time mean-variance portfolio selection (Q927920) (← links)
• Pricing risky debts under a Markov-modulated Merton model with completely random measures (Q928153) (← links)
• On valuing participating life insurance contracts with conditional heteroscedasticity (Q928174) (← links)
• An extension of the Wang transform derived from Bühlmann's economic premium principle for insurance risk (Q931166) (← links)
• Valuation of life insurance surrender and exchange options (Q931172) (← links)
• A game theoretic approach to option valuation under Markovian regime-switching models (Q931215) (← links)
• The demand for information: More heat than light (Q936629) (← links)
• Pricing participating products under a generalized jump-diffusion model (Q936992) (← links)
• On option pricing under a completely random measure via a generalized Esscher transform (Q938038) (← links)
• Debt policy, corporate taxes, and discount rates (Q938064) (← links)
• The influence of corporate taxes on pricing and capital structure in property-liability insurance (Q939326) (← links)
• Some stability results of optimal investment in a simple Lévy market (Q939388) (← links)
• Asymptotic arbitrage and large deviations (Q941014) (← links)
• Optimal approximations for risk measures of sums of lognormals based on conditional expectations (Q950092) (← links)
• Hedging options under transaction costs and stochastic volatility (Q951343) (← links)
• Dynamic asset pricing with non-redundant forwards (Q951352) (← links)
• Two-factor convertible bonds valuation using the method of characteristics/finite elements (Q951392) (← links)
• Option valuation with co-integrated asset prices (Q951492) (← links)
• Modeling financial reinsurance in the casualty insurance business via stochastic programming (Q951512) (← links)
• Closed-form solutions to stochastic process switching problems (Q952681) (← links)
• The compound option approach to American options on jump-diffusions (Q953702) (← links)
• Asset pricing from primitives: closed form solutions to asset prices, consumption, and portfolio demands (Q953753) (← links)
• Hedging using simulation: a least squares approach (Q956433) (← links)
• Dynamic asset pricing theory with uncertain time-horizon (Q956467) (← links)
• On extracting information implied in options (Q964639) (← links)
• Spectral approximation of infinite-dimensional Black-Scholes equations with memory (Q965863) (← links)
• The valuation of convertible bonds with numeraire changes (Q966534) (← links)
• No-arbitrage conditions, scenario trees, and multi-asset financial optimization (Q976498) (← links)
• Universal strategies for diffusion markets and possibility of asymptotic arbitrage (Q977147) (← links)
• Generalised soft binomial American real option pricing model (fuzzy-stochastic approach) (Q992724) (← links)
• Cost minimization and the stochastic discount factor (Q993732) (← links)
• Valuation of cash flows under random rates of interest: a linear algebraic approach (Q997086) (← links)
• Forecasting financial derivative prices (Q997463) (← links)
• Actuarial risk measures for financial derivative pricing (Q998266) (← links)
• Asset allocation with contagion and explicit bankruptcy procedures (Q999740) (← links)
• A note on the no arbitrage condition for international financial markets (Q1000412) (← links)
• An extended Heath-Jarrow-Morton risk-neutral drift (Q1003883) (← links)
• A jump-diffusion model for option pricing under fuzzy environments (Q1023093) (← links)
• Multiple priors and asset pricing (Q1023977) (← links)
• Testing the martingale restriction for option implied densities (Q1025613) (← links)